NYMEX Light Sweet Crude Oil Future June 2009


Trading Metrics calculated at close of trading on 19-Aug-2008
Day Change Summary
Previous Current
18-Aug-2008 19-Aug-2008 Change Change % Previous Week
Open 116.40 113.75 -2.65 -2.3% 116.88
High 116.40 114.42 -1.98 -1.7% 116.95
Low 114.98 113.50 -1.48 -1.3% 113.39
Close 114.34 115.86 1.52 1.3% 115.55
Range 1.42 0.92 -0.50 -35.2% 3.56
ATR 2.81 2.67 -0.13 -4.8% 0.00
Volume 1,494 2,569 1,075 72.0% 19,763
Daily Pivots for day following 19-Aug-2008
Classic Woodie Camarilla DeMark
R4 117.35 117.53 116.37
R3 116.43 116.61 116.11
R2 115.51 115.51 116.03
R1 115.69 115.69 115.94 115.60
PP 114.59 114.59 114.59 114.55
S1 114.77 114.77 115.78 114.68
S2 113.67 113.67 115.69
S3 112.75 113.85 115.61
S4 111.83 112.93 115.35
Weekly Pivots for week ending 15-Aug-2008
Classic Woodie Camarilla DeMark
R4 125.98 124.32 117.51
R3 122.42 120.76 116.53
R2 118.86 118.86 116.20
R1 117.20 117.20 115.88 116.25
PP 115.30 115.30 115.30 114.82
S1 113.64 113.64 115.22 112.69
S2 111.74 111.74 114.90
S3 108.18 110.08 114.57
S4 104.62 106.52 113.59
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 116.95 113.39 3.56 3.1% 1.45 1.3% 69% False False 3,447
10 119.75 113.39 6.36 5.5% 1.38 1.2% 39% False False 3,325
20 129.90 113.39 16.51 14.2% 2.24 1.9% 15% False False 3,718
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook True
Bull Hook False
Stretch 0.18
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 118.33
2.618 116.83
1.618 115.91
1.000 115.34
0.618 114.99
HIGH 114.42
0.618 114.07
0.500 113.96
0.382 113.85
LOW 113.50
0.618 112.93
1.000 112.58
1.618 112.01
2.618 111.09
4.250 109.59
Fisher Pivots for day following 19-Aug-2008
Pivot 1 day 3 day
R1 115.23 115.54
PP 114.59 115.22
S1 113.96 114.90

These figures are updated between 7pm and 10pm EST after a trading day.

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